SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	118.53	117.78	-0.75	-0.6%	119.53
High	119.56	118.49	-1.07	-0.9%	121.99
Low	116.84	114.97	-1.87	-1.6%	111.30
Close	117.54	115.15	-2.39	-2.0%	113.54
Range	2.72	3.52	0.80	29.4%	10.69
ATR	3.16	3.19	0.03	0.8%	0.00
Volume	311,473,719	286,534,875	-24,938,844	-8.0%	1,596,817,407

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.76	124.48	117.09
R3	123.24	120.96	116.12
R2	119.72	119.72	115.80
R1	117.44	117.44	115.47	116.82
PP	116.20	116.20	116.20	115.90
S1	113.92	113.92	114.83	113.30
S2	112.68	112.68	114.50
S3	109.16	110.40	114.18
S4	105.64	106.88	113.21

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	147.68	141.30	119.42
R3	136.99	130.61	116.48
R2	126.30	126.30	115.50
R1	119.92	119.92	114.52	117.77
PP	115.61	115.61	115.61	114.53
S1	109.23	109.23	112.56	107.08
S2	104.92	104.92	111.58
S3	94.23	98.54	110.60
S4	83.54	87.85	107.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.56	111.30	8.26	7.2%	2.94	2.6%	47%	False	False	335,870,622
10	121.99	111.30	10.69	9.3%	2.68	2.3%	36%	False	False	306,588,648
20	123.51	111.30	12.21	10.6%	2.73	2.4%	32%	False	False	294,962,357
40	126.31	110.27	16.04	13.9%	3.39	2.9%	30%	False	False	343,461,700
60	135.70	110.27	25.43	22.1%	2.83	2.5%	19%	False	False	296,531,871
80	135.70	110.27	25.43	22.1%	2.50	2.2%	19%	False	False	272,989,012
100	136.11	110.27	25.84	22.4%	2.30	2.0%	19%	False	False	250,460,246
120	137.18	110.27	26.91	23.4%	2.12	1.8%	18%	False	False	233,910,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133.45
2.618	127.71
1.618	124.19
1.000	122.01
0.618	120.67
HIGH	118.49
0.618	117.15
0.500	116.73
0.382	116.31
LOW	114.97
0.618	112.79
1.000	111.45
1.618	109.27
2.618	105.75
4.250	100.01

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	116.73	116.27
PP	116.20	115.90
S1	115.68	115.52

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These figures are updated between 7pm and 10pm EST after a trading day.

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